Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 118 CHF | 90 868 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 857 CHF | 93 607 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 503 CHF | 93 253 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 90 192 CHF | 90 942 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 349 CHF | 88 099 CHF | 99,27% | 99,27% |
13/11/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 75 000 | 75 000 | 74 437 | 74 437 | 85 071 CHF | 85 817 CHF | 99,40% | 99,40% |
12/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 84 562 CHF | 85 312 CHF | 100,00% | 100,00% |
11/11/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 034 CHF | 81 784 CHF | 100,00% | 100,00% |
08/11/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 537 CHF | 82 287 CHF | 100,00% | 100,00% |
07/11/2024 | 0,98% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 76 855 CHF | 77 607 CHF | 99,23% | 99,23% |